Create Overlay /Write To Screen Directly

i'm trying to create an overlay, that is always on top of the other windows (ideally also on top of fullscreen applications/games). It should be similar to the overlays you get when you alter the volume/brightness on a laptop.

I read that there is hardware support for this on Windows 7 and above, but I couldn't find any working sample for this.

No, there's no support to do this. All those examples like volumes and such are not written directly to screen and cannot be on top of all other windows, even fullscreen. That is just not true. They just look like they do because they are short-lived.